CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 0.8914 0.8953 0.0039 0.4% 0.9022
High 0.8914 0.8953 0.0039 0.4% 0.9070
Low 0.8899 0.8953 0.0054 0.6% 0.8955
Close 0.8913 0.8953 0.0040 0.4% 0.8985
Range 0.0015 0.0000 -0.0015 -100.0% 0.0115
ATR 0.0054 0.0053 -0.0001 -1.9% 0.0000
Volume 2 5 3 150.0% 21
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8953 0.8953 0.8953
R3 0.8953 0.8953 0.8953
R2 0.8953 0.8953 0.8953
R1 0.8953 0.8953 0.8953 0.8953
PP 0.8953 0.8953 0.8953 0.8953
S1 0.8953 0.8953 0.8953 0.8953
S2 0.8953 0.8953 0.8953
S3 0.8953 0.8953 0.8953
S4 0.8953 0.8953 0.8953
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9348 0.9282 0.9048
R3 0.9233 0.9167 0.9017
R2 0.9118 0.9118 0.9006
R1 0.9052 0.9052 0.8996 0.9028
PP 0.9003 0.9003 0.9003 0.8991
S1 0.8937 0.8937 0.8974 0.8913
S2 0.8888 0.8888 0.8964
S3 0.8773 0.8822 0.8953
S4 0.8658 0.8707 0.8922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9049 0.8899 0.0150 1.7% 0.0027 0.3% 36% False False 6
10 0.9165 0.8899 0.0266 3.0% 0.0043 0.5% 20% False False 5
20 0.9323 0.8899 0.0424 4.7% 0.0030 0.3% 13% False False 3
40 0.9557 0.8899 0.0658 7.3% 0.0016 0.2% 8% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8953
2.618 0.8953
1.618 0.8953
1.000 0.8953
0.618 0.8953
HIGH 0.8953
0.618 0.8953
0.500 0.8953
0.382 0.8953
LOW 0.8953
0.618 0.8953
1.000 0.8953
1.618 0.8953
2.618 0.8953
4.250 0.8953
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 0.8953 0.8961
PP 0.8953 0.8958
S1 0.8953 0.8956

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These figures are updated between 7pm and 10pm EST after a trading day.

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